rlognGPD: Simulation of the lognormal-GPD mixture

In lognGPD: Estimation of a Lognormal - Generalized Pareto Mixture

Simulation of the lognormal-GPD mixture

Description

This function simulates a lognormal-GPD mixture.

Usage

rlognGPD(n, p, mu, sigma, xi, beta)

Arguments

n	positive integer: number of observations sampled.
p	real, 0<p<1: prior probability
mu	real: log-mean of the lognormal distribution.
sigma	positive real: log-standard deviation of the lognormal distribution.
xi	real: shape parameter of the generalized Pareto distribution.
beta	positive real: scale parameter of the generalized Pareto distribution.

Value

ysim (n x 1) vector: n random numbers from the lognormal - generalized Pareto mixture.

Examples

ysim <- rlognGPD(100,.9,0,1,0.5,2)

lognGPD documentation built on June 8, 2025, 11:05 a.m.